Analysis of individual factors/risk premia
- INVITED EDITORIAL COMMENTHarry M. MarkowitzThe Journal of Portfolio Management July 2013, 39 (4) 1-3; DOI: https://doi.org/10.3905/jpm.2013.39.4.001
- Embedded Tax Liabilities and Portfolio ChoicePhillip A. Turvey, Anup K. Basu and Peter VerhoevenThe Journal of Portfolio Management April 2013, 39 (3) 93-101; DOI: https://doi.org/10.3905/jpm.2013.39.3.093
- The Tortoise and the Hare: Risk Premium
versus Alternative Asset PortfoliosRon Bird, Harry Liem and Susan ThorpThe Journal of Portfolio Management April 2013, 39 (3) 112-122; DOI: https://doi.org/10.3905/jpm.2013.39.3.112 - Size Rotation in the U.S. Equity MarketKeith L. Miller, Chee Ooi, Hong Li and Daniel GiamouridisThe Journal of Portfolio Management January 2013, 39 (2) 116-127; DOI: https://doi.org/10.3905/jpm.2013.39.2.116
- Factor-Timing ModelRonald Hua, Dmitri Kantsyrev and Edward QianThe Journal of Portfolio Management October 2012, 39 (1) 75-87; DOI: https://doi.org/10.3905/jpm.2012.39.1.075
- Toward Determining Systemic ImportanceWill Kinlaw, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management July 2012, 38 (4) 100-111; DOI: https://doi.org/10.3905/jpm.2012.38.4.100
- Demystifying Equity Risk–Based Strategies:
A Simple Alpha plus Beta DescriptionRaul Leote de Carvalho, Xiao Lu and Pierre MoulinThe Journal of Portfolio Management April 2012, 38 (3) 56-70; DOI: https://doi.org/10.3905/jpm.2012.38.3.056 - The Death of Diversification Has Been Greatly
ExaggeratedAntti Ilmanen and Jared KizerThe Journal of Portfolio Management April 2012, 38 (3) 15-27; DOI: https://doi.org/10.3905/jpm.2012.38.3.015 - Invited Editorial CommentJeffrey Halpern and Jim K. LiewThe Journal of Portfolio Management April 2012, 38 (3) 1-2; DOI: https://doi.org/10.3905/jpm.2012.38.3.001
- Resolution of Corporate Financial Distress: An Empirical Analysis of Processes and OutcomesMichael Jacobs, Ahmet K. Karagozoglu and Dina Naples LayishThe Journal of Portfolio Management January 2012, 38 (2) 117-135; DOI: https://doi.org/10.3905/jpm.2012.38.2.117
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